Seeing the Wood for the Trees: A Critical Evaluation of Methods to Estimate the Parameters of Stochastic Differential Equations

Maximum-likelihood estimates of the parameters of stochastic differential equations are consistent and asymptotically efficient, but unfortunately difficult to obtain if a closed-form expression for the transitional probability density function of the process is not available. As a result, a large number of competing estimation procedures have been proposed. This article provides a critical evaluation of the various estimation techniques. Special attention is given to the ease of implementation and comparative performance of the procedures when estimating the parameters of the Cox–Ingersoll–Ross and Ornstein–Uhlenbeck equations respectively.

Correlations between designability and various structural characteristics of protein lattice models

Using six kinds of lattice types (4×4 ,5×5 , and6×6 square lattices;3×3×3 cubic lattice; and2+3+4+3+2 and4+5+6+5+4 triangular lattices), three different size alphabets (HP ,HNUP , and 20 letters), and two energy functions, the designability of proteinstructures is calculated based on random samplings of structures and common biased sampling (CBS) of proteinsequence space. Then three quantities stability (average energy gap),foldability, and partnum of the structure, which are defined to elucidate the designability, are calculated. The authors find that whatever the type of lattice, alphabet size, and energy function used, there will be an emergence of highly designable (preferred) structure. For all cases considered, the local interactions reduce degeneracy and make the designability higher. The designability is sensitive to the lattice type, alphabet size, energy function, and sampling method of the sequence space. Compared with the random sampling method, both the CBS and the Metropolis Monte Carlo sampling methods make the designability higher. The correlation coefficients between the designability, stability, and foldability are mostly larger than 0.5, which demonstrate that they have strong correlation relationship. But the correlation relationship between the designability and the partnum is not so strong because the partnum is independent of the energy. The results are useful in practical use of the designability principle, such as to predict the proteintertiary structure.

Silylation of layered double hydroxides via an induced hydrolysis method

A series of layered double hydroxides (LDHs) based composites were synthesized by using induced hydrolysis silylation method (IHS), surfactant precursor method, in-situ coprecipitation method, and direct silylation method. Their structures, morphologies, bonding modes and thermal stabilities can be readily adjusted by changing the parameters during preparation and drying processing of the LDHs. The characterization results show that the direct silylation reaction cannot occur between the dried LDHs and 3-aminopropyltriethoxysilane (APS) in an ethanol medium. However, the condensation reaction can proceed with heating process between adsorbed APS and LDHs plates. While using wet state substrates with and without surfactant and ethanol as the solvent, the silylation process can be induced by hydrolysis of APS on the surface of LDHs plates. Surfactants improve the hydrophobicity of the LDHs during the process of nucleation and crystallization, resulting in fluffy shaped crystals; meanwhile, they occupy the surface –OH positions and leave less “free –OH” available for the silylation reaction, favoring formation of silylated products with a higher population in the hydrolyzed bidentate (T2) and tridentate (T3) bonding forms. These bonding characteristics lead to spherical aggregates and tightly bonded particles. All silylated products show higher thermal stability than those of pristine LDHs.

Statistical analyses of weigh-in-motion data for bridge live load development

This paper discusses the statistical analyses used to derive bridge live loads models for Hong Kong from a 10-year weigh-in-motion (WIM) data. The statistical concepts required and the terminologies adopted in the development of bridge live load models are introduced. This paper includes studies for representative vehicles from the large amount of WIM data in Hong Kong. Different load affecting parameters such as gross vehicle weights, axle weights, axle spacings, average daily number of trucks etc are first analyzed by various stochastic processes in order to obtain the mathematical distributions of these parameters. As a prerequisite to determine accurate bridge design loadings in Hong Kong, this study not only takes advantages of code formulation methods used internationally but also presents a new method for modelling collected WIM data using a statistical approach.

Are the ‘cave’ minerals archerite (K,NH4)H2PO4 and biphosphammite (K,NH4)H2PO4 identical? A molecular structural study

The molecular structure of the mineral archerite ((K,NH4)H2PO4) has been determined and compared with that of biphosphammite ((NH4,K)H2PO4). Raman spectroscopy and infrared spectroscopy has been used to characterise these ‘cave’ minerals. Both minerals originated from the Murra-el-elevyn Cave, Eucla, Western Australia. The mineral is formed by the reaction of the chemicals in bat guano with calcite substrates. Raman and infrared bands are assigned to H2PO4-, OH and NH stretching vibrations. The Raman band at 981 cm-1 is assigned to the HOP stretching vibration. Bands in the 1200 to 1800 cm-1 region are associated with NH4+ bending modes. The molecular structure of the two minerals appear to be very similar, and it is therefore concluded that the two minerals are identical.

Queue protection parameters’ fine-tuning for variable speed limits

Any incident on motorways potentially can be followed by secondary crashes. Rear-end crashes also could happen as a result of queue formation downstream of high speed platoons. To decrease the occurrence of secondary crashes and rear-end crashes, Variable Speed Limits (VSL) can be applied to protect queue formed downstream. This paper focuses on fine tuning the Queue Protection algorithm of VSL. Three performance indicators: activation time, deactivation time and number of false alarms are selected to optimise the Queue Protection algorithm. A calibrated microscopic traffic simulation model of Pacific Motorway in Brisbane is used for the optimisation. Performance of VSL during an incident and heavy congestion and the benefit of VSL will be presented in the paper.

Rademacher and Gaussian complexities: Risk bounds and structural results

We investigate the use of certain data-dependent estimates of the complexity of a function class, called Rademacher and Gaussian complexities. In a decision theoretic setting, we prove general risk bounds in terms of these complexities. We consider function classes that can be expressed as combinations of functions from basis classes and show how the Rademacher and Gaussian complexities of such a function class can be bounded in terms of the complexity of the basis classes. We give examples of the application of these techniques in finding data-dependent risk bounds for decision trees, neural networks and support vector machines.